Universal prediction of individual sequences

Cited In (36)

Identification and Prediction
A universal predictor based on pattern matching
Universal prediction of random binary sequences in a noisy environment
Universal Filtering Via Prediction
The complexity and effectiveness of prediction algorithms
A universal online caching algorithm based on pattern matching
Relevant states and memory in Markov chain bootstrapping and simulation
Optimal sequential probability assignment for individual sequences
Fractal dimension and logarithmic loss unpredictability.
Prediction of infinite words with automata
Analysis of two gradient-based algorithms for on-line regression
Universal sequences
On the complexity of function learning
On asymptotically optimal methods of prediction and adaptive coding for Markov sources
Universal schemes for sequential decision from individual data sequences
A Bayesian approach to (online) transfer learning: theory and algorithms
Measuring the efficiency of the intraday Forex market with a universal data compression algorithm
Model selection by sequentially normalized least squares
Predicting a binary sequence almost as well as the optimal biased coin
Adaptive game playing using multiplicative weights
On prediction of individual sequences
Chasing Ghosts: Competing with Stateful Policies
Title not available (Why is that?)
Sequence complexity and work extraction
A conversation with James Hannan
Conditional universal consistency.
Regret in the on-line decision problem
Predictive stochastic complexity and model estimation for finite-state processes
Similarity in languages and programs
Randomized prediction of individual sequences
Finite-Memory Universal Prediction of Individual Sequences
Online portfolio selection
Universal prediction
Efficient learning of typical finite automata from random walks
Prediction and dimension
Variable length Markov chains

Recommendations

Convergence and Error Bounds for Universal Prediction of Nonbinary Sequences 👍 👎
The complexity and effectiveness of prediction algorithms 👍 👎
On Context-Tree Prediction of Individual Sequences 👍 👎
Finite-Memory Universal Prediction of Individual Sequences 👍 👎
Universal prediction of individual binary sequences in the presence of noise 👍 👎

This page was built for publication: Universal prediction of individual sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4014142)